-75.4%
PSKY vs QSR
+206.0%
-281.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.6% |
| 7D | -6.8% | -2.4% | -4.5% | -5.8% |
| 30D | +10.2% | +5.7% | +4.6% | +7.3% |
| 3M | +0.3% | +6.9% | -6.7% | -3.2% |
| 6M | -7.8% | +6.9% | -14.6% | -11.6% |
| YTD | -23.0% | +14.9% | -37.9% | -28.5% |
| 1Y | -31.6% | +29.1% | -60.8% | -40.3% |
| 3Y | -21.3% | +26.1% | -47.4% | -32.6% |
| 5Y | -71.5% | +42.3% | -113.8% | -77.3% |
| 10Y | -75.6% | +134.0% | -209.6% | -85.5% |
| All | -75.4% | +206.0% | -281.3% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling